+169.9%
W vs SPMO
+128.1%
+41.8%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | 0.0% | -2.6% | -2.6% |
| 7D | -1.7% | +9.8% | -11.5% | -13.6% |
| 30D | +3.2% | -9.2% | +12.4% | +17.1% |
| 3M | +8.3% | -11.0% | +19.2% | +25.3% |
| 6M | +84.3% | -6.6% | +90.9% | +92.0% |
| YTD | +11.0% | +13.3% | -2.3% | -17.2% |
| 1Y | -0.2% | +12.7% | -12.9% | -25.1% |
| All | +169.9% | +128.1% | +41.8% | -43.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPMO.
Daily Out/Under-Performance
Portfolio return minus SPMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPMO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded SPMO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling